{
  "id": "1609.03764",
  "version": "v1",
  "published": "2016-09-13T10:55:44.000Z",
  "updated": "2016-09-13T10:55:44.000Z",
  "title": "Intertwinings for general $β$ Laguerre and Jacobi processes",
  "authors": [
    "Theodoros Assiotis"
  ],
  "categories": [
    "math.PR",
    "math-ph",
    "math.MP"
  ],
  "abstract": "We show that for $\\beta \\ge 1$ the semigroups of $\\beta$ Laguerre and $\\beta$ Jacobi processes of different dimensions are intertwined in analogy to a similar result for $\\beta$ Dyson Brownian motion recently obtained by Ramanan and Shkolnikov. These intertwining relations generalize to arbitrary $\\beta \\ge 1$ the ones obtained for $\\beta=2$ by the author, O'Connell and Warren between $h$-transformed Karlin-McGregor semigroups. Moreover they form the key first step towards constructing a multilevel process in a Gelfand Tsetlin pattern. Finally as a by product we obtain a relation between general $\\beta$ Jacobi ensembles of different dimensions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-09-13T10:55:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "jacobi processes",
      "dyson brownian motion",
      "first step",
      "similar result",
      "dimensions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}